+725.3%
CAT vs MSCI
+789.3%
-64.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | -10.3% | +2.8% | -13.1% | -11.1% |
| 30D | -31.2% | +15.4% | -46.6% | -34.1% |
| 3M | -34.7% | +13.4% | -48.1% | -37.3% |
| 6M | -39.5% | +10.9% | -50.4% | -42.3% |
| YTD | -1.7% | +13.0% | -14.6% | -7.4% |
| 1Y | -1.1% | +12.0% | -13.2% | -6.8% |
| 3Y | +143.9% | +34.1% | +109.8% | +111.0% |
| 5Y | +194.8% | +3.9% | +190.9% | +170.8% |
| All | +725.3% | +789.3% | -64.0% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling